Check to see if there are any bakeries or cake supply stores in your area that rent cake pans. They will surely have a lamb or two in stock. I used one once to make a cat - had to change the face, sculpt the body a bit and add a long fondant tail, but it worked!
If you do carve it out of loaves and cupcakes, be sure to use a dense cake and butter cream them all in place before carving, then refrigerate the whole thing until it is firm. You may have to add some toothpicks and other things to keep it in place until you are ready to carve.
"Variety is not just the spice of life, it is the key to life" - Chef Michael Smith